Abstract
Let formula present be a strong Markov process with continuous paths on formula present Such a process is often called a diffusion. For each real Tb, we define the hitting time Tb as follows:
Original language | English (US) |
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Title of host publication | Selected Works of Kai Lai Chung |
Publisher | World Scientific Publishing Co. |
Pages | 641-652 |
Number of pages | 12 |
ISBN (Electronic) | 9789812833860 |
ISBN (Print) | 9789812833853 |
DOIs | |
State | Published - Jan 1 2008 |
ASJC Scopus subject areas
- General Mathematics